ICT Silver Bullet self-test, 2026-10-26T15:07:17.033Z

1. Hand-made days (Wednesday 10 Jan 2024 unless stated; 5-minute bars stamped at their close, 10:15 = 615)
A. the base AM long: filled at 4004 at 10:30; 2R target 4032.5 and the liquidity target 4020 both reached at 10:50
  [ok] one setup: entry 4004, stop 3989.75, liquidity overnight 4020
  [ok] 2R: 1394.24 dollars, 1.9568 R
  [ok] LIQ: 769.24 dollars
  [ok] no PM trade; reference identical (all four variants)
B. swings and ties: equal lows 3995 at 10:00 and 10:05 are neither a swing, so the bar 10:15 sweeps nothing (the last swing is the overnight 3980)
  [ok] no setup, no trade; reference identical
C. the sweep range: a sweep in the bar 09:40 counts (gap 10:15-10:25, stop 3993.75); a sweep in the bar 09:30 does not (and it becomes the new swing low)
  [ok] sweep at 09:40: 994.24 dollars; reference identical
  [ok] sweep at 09:30: outside the range, no trade; reference identical
D. the sweep extreme moves: a lower low 3985 in the bar 10:20 makes it c1; the gap 10:20-10:30 (entry 3998, stop 3984.75) is valid
  [ok] entry 3998, stop 3984.75, 2R exit 4024.5: 1294.24 dollars; reference identical
E. a gap before the extreme: c2 (10:10) makes a new low 3985 after c1 (10:05) -> not valid; the same days without the new low -> valid
  [ok] new low inside the gap: none; without it: a trade; reference identical
F. the gap must close inside the window: c3 at 11:00 forms a setup (its order has no minute left), c3 at 11:05 does not; G. c2 closing down is no displacement
  [ok] c3 11:00: a setup that expires; c3 11:05: none; reference identical
  [ok] c2 down: counted, no trade; reference identical
H. the 10-point rule: the overnight high 9.75 points above the entry -> rejected; 10 points -> taken (and the liquidity target is 4014)
  [ok] 9.75 points: rejected; 10 points: LIQ exit 4014; reference identical
I. the nearest liquidity level: the session high before the sweep (4016 at 09:50), the previous day high (4030, overnight high 4060), the overnight high (base)
  [ok] session: exit 4016; previous day: exit 4030; reference identical
J. the limit: a minute opening at 4002 fills at its open (R 12.25); one opening at 3989 (beyond the stop) cancels it; the target reached first (10:28) cancels it; a retest at 11:01 is too late, at 11:00 it fills
  [ok] fill at the open 4002, 2R exit 4026.5: 1194.24 dollars; reference identical
  [ok] opening beyond the stop: cancelled; reference identical
  [ok] target first (4033 >= 4032.5 and >= 4020): both cancelled; reference identical
  [ok] the fill minute (10:30) also reaches 4040: filled at 4004 (the fill comes before the cancel) and the target is not taken in that minute (order unknown) -> target at 10:50; reference identical
  [ok] 11:01: expired; 11:00: filled; reference identical
K. a newer gap (c3 10:45, entry 4020, stop 4010.75) replaces the unfilled order at 4004 and fills at 10:50; its liquidity is the previous day high 4050
  [ok] 2R: entry 4020, exit 4038.5 (the old order replaced); LIQ: exit 4050; reference identical
L. a long and a short in one window: the long limit at 4004 stays unfilled; a short gap (c3 10:50, sell limit 4011, stop 4028.25) fills first at 10:52
  [ok] 2R: short at 4011, exit 3976.5: 1694.24 dollars
  [ok] LIQ: short, target the session low before its sweep (3990): 1019.24 dollars; reference identical
M. stop and target in one minute -> the stop; N. no exit reached -> the session close
  [ok] stopped at 3989.75: -743.26 dollars; reference identical
  [ok] out at 16:00 at 4012: 369.24 dollars; reference identical
O. the PM window: the base pattern four hours later trades in SB-PM only; on an early close (29 Nov 2024, 13:15) there is no PM window, the AM one still trades
  [ok] PM trade at 14:30, exit 4032.5; no AM trade; reference identical
  [ok] early close: AM trades, no PM window; reference identical

2. Real data: engine against the independent reference
  2378027 bars 2020-01-01 18:01 .. 2026-09-25 16:59 New York; 1737 usable days
  [ok] SB-AM-2R: 673 trades, reference 673, identical
  [ok] SB-AM-LIQ: 669 trades, reference 669, identical
  [ok] SB-PM-2R: 569 trades, reference 569, identical
  [ok] SB-PM-LIQ: 569 trades, reference 569, identical

3. Control at offset 0
  [ok] SB-AM-2R: 673 control trades at the real entry minutes, same direction, R and target distance
  [ok] SB-AM-LIQ: 669 control trades at the real entry minutes, same direction, R and target distance
  [ok] SB-PM-2R: 569 control trades at the real entry minutes, same direction, R and target distance
  [ok] SB-PM-LIQ: 569 control trades at the real entry minutes, same direction, R and target distance

PASSED